The options market is pricing a ±10.9% (±$9.65) move for CRWV's 2026-08-11 · after close report. Over its last 5 reports, CRWV has actually moved ±13.9% on average (biggest: ±20.8%). That's a 1.28× realized-vs-implied ratio, so the options look underpriced — CRWV has historically moved more than the market prices in, which favors buying premium (long straddle/strangle) into the print. It has exceeded the implied move in 80% of those prints, beaten EPS estimates 20% of the time (5 quarters), and the 1-day reaction has been negative 0% of the time (avg -13.9%).
This is a data-driven edge, not a prediction of direction — earnings are binary events and any single print can gap either way. Position and size accordingly.
| Report | Est EPS | Actual | Result | Implied | 1d move | 1w move |
|---|---|---|---|---|---|---|
| 2026-05-07 | -0.89 | -1.38 | miss | ±9.8% | -11.4% | -11.4% |
| 2026-02-26 | -0.45 | -0.84 | miss | ±10.1% | -18.5% | -23.4% |
| 2025-11-10 | -0.39 | -0.31 | beat | ±12.8% | -16.3% | -28.7% |
| 2025-08-12 | -0.23 | -0.54 | miss | ±13.5% | -20.8% | -37.6% |
| 2025-05-14 | -0.18 | -0.83 | miss | ±15.7% | -2.5% | +59.2% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
CRWV is scheduled to report on 2026-08-11, after the close. Dates can shift until the company confirms.
The options market is pricing an expected move of about ±10.9% (±$9.65) for CRWV's upcoming report — the size of the move the ATM straddle is pricing in.
Over its last 5 reports, CRWV has beaten EPS estimates 20% of the time. A beat doesn't guarantee an up move — the reaction depends on guidance and how much was already priced in.
Over the last 5 reports, CRWV moved ±13.9% on average versus a ±10.9% implied move — a 1.28× ratio, so the options have been cheap (it moves more than priced). It exceeded the implied move 80% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See CRWV's positioning too: CRWV gamma exposure → · CRWV options flow →
The premium earnings board ranks every upcoming report by the biggest realized-vs-implied edge — where the options are mispriced vs how the stock actually moves — with the play on each.
Data via Unusual Whales · refreshes each session · educational, not financial advice · earnings are binary events with substantial risk.
